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    • Chemical Determinations

      • 1st Edition
      • May 12, 2014
      • Ralph I. Dorfman
      • English
      • eBook
        9 7 8 1 4 8 3 2 7 2 7 8 8
      Chemical Determinations is a collection of papers that discusses chemical methods used in hormone investigation. One paper explains the physicochemical procedures used to separate estrogens from interfering material which leads to the possible determination of small amounts of hormones in biological fluids. One approach is through simpler methods for routine use, designed principally for the determination of estrogens in urine and in plasma. Another way is through more elaborate methods, designed to establish the presence and identity of various estrogens in small numbers of biological samples. Another paper explains the methods for the analysis of 17-ketosteroids of blood and urine, and a method for the assay of testosterone in plasma which correlates with the state of virilism of an individual. One paper describes the techniques utilized for extraction, preliminary purification, isolation, and quantitative estimation of progesterone. Another paper reviews the occurrence of pregnanetriolone (an inactive urinary metabolite), the significance of its estimation as an aid in differential diagnosis, the methods of estimation, as well as the metabolic pathways leading to the excretion of pregnanetriolone and related steroids. The collection is suitable for researchers, scientists, medical practitioners, or academicians involved in endocrinology, metabolism, and bio-research.

    • The Spectral Analysis of Time Series

      • 1st Edition
      • May 12, 2014
      • L. H. Koopmans
      • Z. W. Birnbaum + 1 more
      • English
      • eBook
        9 7 8 1 4 8 3 2 1 8 5 4 0
      The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.

    • Topology

      • 1st Edition
      • May 12, 2014
      • K. Kuratowski
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 2 1 2 5
      • eBook
        9 7 8 1 4 8 3 2 7 1 7 9 8
      Topology, Volume II deals with topology and covers topics ranging from compact spaces and connected spaces to locally connected spaces, retracts, and neighborhood retracts. Group theory and some cutting problems are also discussed, along with the topology of the plane. Comprised of seven chapters, this volume begins with a discussion on the compactness of a topological space, paying particular attention to Borel, Lebesgue, Riesz, Cantor, and Bolzano-Weierstrass conditions. Semi-continuity and topics in dimension theory are also considered. The reader is then introduced to the connectedness of a space, with emphasis on the general properties and monotone mappings of connected spaces; local connectedness of a topological space; absolute retracts and contractible spaces; and general properties of commutative groups. Qualitative problems related to polygonal arcs are also examined, together with cohomotopic multiplication and duality theorems. The final chapter is devoted to the topology of a plane and evaluates the concept of the Janiszewski space. This monograph will be helpful to students and practitioners of algebra and mathematics.

    • The Theory of Positional Games with Applications in Economics

      • 1st Edition
      • May 12, 2014
      • Iosif A. Krass + 1 more
      • Karl Shell
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 1 9 5 1
      • eBook
        9 7 8 1 4 8 3 2 5 8 0 8 9
      The Theory of Positional Games with Applications in Economics deals with information and probabilistic extension of games in extensive forms, in normal forms, and to the existence of solutions of infinite games. The text also explains the application of existence of a solution to a von Neumann model with conflict interaction, and the theory of differential games based on Isaac's equations. The text describes in detail the definitions of a difference game, control sets of players, general strategies, optimal behavioral strategies. Isaac's approach to differential games is based primarily on the assumption of the sufficient smoothness of a Bellman's function. Bellman's function becomes smooth if control functions satisfy certain regularity conditions and smoothness conditions. Other approaches to differential games include the geometric properties of games and those of Avner Friedman and Nokolai Krasovsky. The computation of behavioral strategies in the Friedman approach is primarily based on Isaac's approach. Krasovky's approach is somewhat a generalization of both the geometrical approach and Friedman's approximation approach. The book is suitable for economists, statistician, mathematicians, students or professors of economics, business, and games theory.

    • Computer Capacity Planning

      • 1st Edition
      • May 12, 2014
      • Shui F. Lam + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 2 2 4 8
      • eBook
        9 7 8 1 4 8 3 2 7 2 5 3 5
      Computer Capacity Planning: Theory and Practice deals with the theory and practice of computer capacity planning. Topics covered range from the tasks involved in computer capacity planning (inventory, workload measures and characterization, performance measurement, etc.) to environmental influences on computer capacity planning practices. An empirical study of computer capacity planning practices is also discussed, and the component approach is compared with the system modeling approach. Comprised of six chapters, this book begins with an introduction to the theories and techniques on computer capacity planning, along with the significance of computer capacity planning and the major elements in the process of computer capacity planning. The functions of each element are explained and the various techniques and tools for carrying out these functions are presented. The next chapter shows how these elements can be tied together to achieve the objective of computer capacity planning, that is, matching computer resources to computer workload in a cost-effective manner. The second part of the book examines how different organizations may adopt different capacity planning methods and how to improve the applicability of the theory and the quality of the practice on computer capacity planning. This monograph should be of interest to researchers, data processing managers, and analysts including those in charge of computer capacity planning and performance evaluation; auditors and quality assurance personnel; equipment manufacturers and software developers; and students in information sciences.

    • Functional Equations in Probability Theory

      • 1st Edition
      • May 12, 2014
      • Ramachandran Balasubrahmanyan + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 2 3 7 8
      • eBook
        9 7 8 1 4 8 3 2 7 2 2 2 1
      Functional Equations in Probability Theory deals with functional equations in probability theory and covers topics ranging from the integrated Cauchy functional equation (ICFE) to stable and semistable laws. The problem of identical distribution of two linear forms in independent and identically distributed random variables is also considered, with particular reference to the context of the common distribution of these random variables being normal. Comprised of nine chapters, this volume begins with an introduction to Cauchy functional equations as well as distribution functions and characteristic functions. The discussion then turns to the nonnegative solutions of ICFE on R+; ICFE with a signed measure; and application of ICFE to the characterization of probability distributions. Subsequent chapters focus on stable and semistable laws; ICFE with error terms on R+; independent/identica... distributed linear forms and the normal laws; and distribution problems relating to the arc-sine, the normal, and the chi-square laws. The final chapter is devoted to ICFE on semigroups of Rd. This book should be of interest to mathematicians and statisticians.

    • Integral Geometry and Representation Theory

      • 1st Edition
      • May 12, 2014
      • I. M. Gel'fand + 2 more
      • English
      • eBook
        9 7 8 1 4 8 3 2 6 2 2 5 3
      Generalized Functions, Volume 5: Integral Geometry and Representation Theory is devoted to the theory of representations, focusing on the group of two-dimensional complex matrices of determinant one. This book emphasizes that the theory of representations is a good example of the use of algebraic and geometric methods in functional analysis, in which transformations are performed not on the points of a space, but on the functions defined on it. The topics discussed include Radon transform on a real affine space, integral transforms in the complex domain, and representations of the group of complex unimodular matrices in two dimensions. The properties of the Fourier transform on G, integral geometry in a space of constant curvature, harmonic analysis on spaces homogeneous with respect to the Lorentz Group, and invariance under translation and dilation are also described. This volume is suitable for mathematicians, specialists, and students learning integral geometry and representation theory.

    • Modern Data Analysis

      • 1st Edition
      • May 12, 2014
      • Robert L. Launer + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 2 4 0 8
      • eBook
        9 7 8 1 4 8 3 2 6 3 0 6 9
      Modern Data Analysis contains the proceedings of a Workshop on Modern Data Analysis held in Raleigh, North Carolina, on June 2-4, 1980 under the auspices of the United States Army Research Office. The papers review theories and methods of data analysis and cover topics ranging from single and multiple quantile-quantile (Q-Q) plotting procedures to biplot display and pencil-and-paper exploratory data analysis methods. Projection pursuit methods for data analysis are also discussed. Comprised of nine chapters, this book begins with an introduction to styles of data analysis techniques, followed by an analysis of single and multiple Q-Q plotting procedures. Problems involving extreme-value data and the behavior of sample averages are considered. Subsequent chapters deal with the use of smelting in guiding re-expression; geometric data analysis; and influence functions and regression diagnostics. The final chapter examines the use and interpretation of robust analysis of variance for the general non-full-rank linear model. The procedures are described in terms of their mathematical structure, which leads to efficient computational algorithms. This monograph should be of interest to mathematicians and statisticians.

    • Numerical Methods for Differential Systems

      • 1st Edition
      • May 12, 2014
      • L. Lapidus + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 2 3 0 9
      • Hardback
        9 7 8 0 1 2 4 3 6 6 4 0 4
      • eBook
        9 7 8 1 4 8 3 2 6 9 8 5 6
      Numerical Methods for Differential Systems: Recent Developments in Algorithms, Software, and Applications reviews developments in algorithms, software, and applications of numerical methods for differential systems. Topics covered include numerical algorithms for ordinary and partial differential equations (ODE/PDEs); theoretical approaches to the solution of nonlinear algebraic and boundary value problems via associated differential systems; integration algorithms for initial-value ODEs with particular emphasis on stiff systems; finite difference algorithms; and general- and special-purpose computer codes for ODE/PDEs. Comprised of 15 chapters, this book begins with an introduction to high-order A-stable averaging algorithms for stiff differential systems, followed by a discussion on second derivative multistep formulas based on g-splines; numerical integration of linearized stiff ODEs; and numerical solution of large systems of stiff ODEs in a modular simulation framework. Subsequent chapters focus on numerical methods for mass action kinetics; a systematized collection of codes for solving two-point boundary value problems; general software for PDEs; and the choice of algorithms in automated method of lines solution of PDEs. The final chapter is devoted to quality software for ODEs. This monograph should be of interest to mathematicians, chemists, and chemical engineers.

    • Stochastic Optimization Models in Finance

      • 1st Edition
      • May 12, 2014
      • W. T. Ziemba + 1 more
      • English
      • Paperback
        9 7 8 1 4 8 3 2 4 8 8 1 3
      • eBook
        9 7 8 1 4 8 3 2 7 3 9 9 0
      Stochastic Optimization Models in Finance focuses on the applications of stochastic optimization models in finance, with emphasis on results and methods that can and have been utilized in the analysis of real financial problems. The discussions are organized around five themes: mathematical tools; qualitative economic results; static portfolio selection models; dynamic models that are reducible to static models; and dynamic models. This volume consists of five parts and begins with an overview of expected utility theory, followed by an analysis of convexity and the Kuhn-Tucker conditions. The reader is then introduced to dynamic programming; stochastic dominance; and measures of risk aversion. Subsequent chapters deal with separation theorems; existence and diversification of optimal portfolio policies; effects of taxes on risk taking; and two-period consumption models and portfolio revision. The book also describes models of optimal capital accumulation and portfolio selection. This monograph will be of value to mathematicians and economists as well as to those interested in economic theory and mathematical economics.

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